基于分形理论下的外汇市场的预测

在全球金融一体化的大背景下，汇率的变动作为一个重要指标越来越被人们所重视，利用非线性特征来研究汇率问题已经成为研究的前沿和热点，将混沌与分形运用到汇率预测与汇率控制中是汇率研究的一个重要的分支。为此，分析了分形中的R/S方法，研究了转折点的选择；并以外汇市场中的美元、日元、欧元为例进行了实证分析，指出外汇市场服从分形分布； 运用该方法对外汇的变化进行分析，不仅得出汇率变化遵循有偏的随机游走，而且还预测出这三种汇率未来的走势。

Forecasting foreign exchange market based on fractal theory

On the background of financial globalization,fluctuation of foreign exchange rate has been paid more and more attention as an important index.It has been the forefront and hot topic to utilize the features of non-linearity to study the foreign exchange rate.It is a branch of the exchange rate research to apply the chaos and fractal theories to forecast and control exchange rate.This article describes R/S method in the fractal theory and pays more attention to introduce the choice of the turning point;and th...